WZD - blog package - This package goes along with the blog wagezudenken.blogspot.com, which will feature datasets from various topics, data visualizations including cartography, statistical methods and tools. The first R function implemented is a Sweave driver for bloggers.

Wavelet Methods for Time Series Analysis - The wmtsa package is a software supplement to the book entitled "Wavelet Methods for Time Series Analysis" written by Donald Percival and Andrew Walden. Cambridge, England: Cambridge University Press, 2000.

Yield Curve - Yield curve is modelled by the methodologies of Nelson-Siegel and Svensson. The crucial point is to estimate the coefficients in linear way, according to approach of Diebol and Li.
The package also includes the term structure of Fed and ECB.